I would like to go out of state for a few months to visit family. Can I legally do that if the father and I do not have a visitation set up?

If it is a temporary visit and you inform the father, than yes.

If you have court orders you need to check those carefully. Depending on your jurisdiction the answer may also change if you were married to the father or not. Check with local counsel to be sure of your optons. Generally, if there is not order, then there is no restriction at all. Verify with local counsel.

I won't do another "not helpful" since this is a new poster and some of their answers seem informed. And I know from personal experience that family law in Texas often does not follow the laws on the books. ( Nightmare child custody case in Texas before)

But you are correct, being married has nothing to do with it, The court order for custody and visits do not change because of a divorce and previous marriage